There are some situation where there are no icons in desktop is showing, this is the most common problem happen because of virus or there is a file missing in xp.
1) Steps to prevent / solve this no desktop icons problem.
Completely check the system for viruses first using updated antivirus.
2) First go to task manager--> file --> new task--> type explorer.exe and click ok.
3) Still problem not solved then search for explorer.exe in your system and back up that file.
4) Take a explorer.exe from your neighborer or friends system and replace the existing
explorer.exe to new file.
5) Still problem not solved.
Go to Control Panel --> user account-->Create new user-->give administratorrights-->and delete old user.
6) Now problem is solved.